+298.9%
CDW vs ALLY
+174.3%
+124.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | +9.3% | +0.4% | +9.0% | +9.2% |
| 30D | +14.4% | +5.2% | +9.1% | +12.5% |
| 3M | +21.4% | -13.3% | +34.7% | +28.2% |
| 6M | +72.8% | -6.7% | +79.5% | +76.9% |
| YTD | +28.0% | -12.8% | +40.9% | +33.4% |
| 1Y | +19.3% | +0.7% | +18.7% | +17.8% |
| 3Y | -15.3% | +65.2% | -80.5% | -32.9% |
| 5Y | -3.8% | -10.1% | +6.4% | -7.9% |
| All | +298.9% | +174.3% | +124.6% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling